-12.1%
DOW vs BIIB
-32.9%
+20.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | -3.9% | +4.0% | -7.9% | -4.6% |
| 3M | -12.7% | +8.6% | -21.3% | -14.2% |
| 6M | -13.7% | +14.0% | -27.7% | -16.2% |
| YTD | +28.4% | +23.4% | +5.0% | +22.7% |
| 1Y | +21.8% | +45.9% | -24.1% | +13.0% |
| 3Y | -35.7% | -16.1% | -19.6% | -36.2% |
| 5Y | -36.8% | -27.6% | -9.3% | -37.0% |
| All | -12.1% | -32.9% | +20.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling